Sa Us Correlations

SAMKX Fund

USD 34.52 0.38 1.09%

The current 90-days correlation between Sa Mkt Fd and Investment Managers Series is -0.18 (i.e., Good diversification). The correlation of Sa Us is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Sa Us Correlation With Market

Good diversification

The correlation between Sa Mkt Fd and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sa Mkt Fd and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sa Mkt Fd. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in industry.

Moving together with SAMKX Mutual Fund

0.71	SABTX	Sa Value	Pair Corr
0.91	SAUMX	Sa Small	Pair Corr
0.62	VTSAX	Vanguard Total Stock	Pair Corr
0.63	VFIAX	Vanguard 500 Index	Pair Corr
0.62	VTSMX	Vanguard Total Stock	Pair Corr
0.63	VFINX	Vanguard 500 Index	Pair Corr

Moving against SAMKX Mutual Fund

0.33	SAUFX	Sa Fixed Incme	Pair Corr
0.91	BRPSX	Bear Profund Bear	Pair Corr

Related Correlations Analysis

	EPGIX	EPGFX	IIGCX	FEGOX	USERX	SGDLX
EPGIX		1.0	0.99	0.98	0.69	0.98	EPGIX
EPGFX	1.0		0.99	0.98	0.69	0.98	EPGFX
IIGCX	0.99	0.99		0.99	0.73	0.99	IIGCX
FEGOX	0.98	0.98	0.99		0.78	0.97	FEGOX
USERX	0.69	0.69	0.73	0.78		0.78	USERX
SGDLX	0.98	0.98	0.99	0.97	0.78		SGDLX
	EPGIX	EPGFX	IIGCX	FEGOX	USERX	SGDLX

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Risk-Adjusted Indicators

There is a big difference between SAMKX Mutual Fund performing well and Sa Us Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Sa Us' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
EPGIX	1.27	0.44	0.31	1.11	1.17	(1.42)	3.64	(2.41)	7.74
EPGFX	1.27	0.45	0.31	1.10	1.16	(1.42)	3.68	(2.43)	7.71
IIGCX	1.25	0.51	0.36	1.11	1.05	(1.42)	3.36	(2.87)	7.27
FEGOX	1.13	0.46	0.34	0.70	1.06	(1.28)	3.04	(2.26)	6.31
USERX	1.33	0.23	0.19	12.45	1.43	(1.53)	3.06	(3.02)	7.07
SGDLX	1.28	0.38	0.24	0.57	1.29	(1.37)	3.30	(2.88)	7.21

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